The Lauricella theory of multiple hypergeometric functions is used to shed some light on
certain distributional properties of the mean of a Dirichlet process. This approach leads to …

Two characterisations of a random mean from a Dirichlet process, as a limit of finite sums of
a simple symmetric form and as a solution of a certain stochastic equation, are developed …

Abstract The two-parameter Poisson–Dirichlet distribution is a probability distribution on the
totality of positive decreasing sequences with sum 1 and hence considered to govern …

This work centers around results related to Proposition 21 of Pitman and Yor's (1997) paper
on the two parameter Poisson Dirichlet distribution indexed by (\alpha,\theta) for 0<\alpha< …

The present paper provides exact expressions for the probability distributions of linear
functionals of the two-parameter Poisson–Dirichlet process PD (α, θ). We obtain …

The present paper provides a review of the results concerning distributional properties of
means of random probability measures. Our interest in this topic has originated from …

In this paper, we introduce a novel approach for bounding the cumulant generating function
(CGF) of a Dirichlet process (DP) $ X\sim\text {DP}(\alpha\nu_0) $, using superadditivity. In …

Suppose that P θ (g) is a linear functional of a Dirichlet process with shape θ H, where θ> 0
is the total mass and H is a fixed probability measure. This paper describes how one can …

We give a representation of the Gamma subordinator as a Krein functional of Brownian
motion, using the known representations for stable subordinators and Esscher transforms. In …

The study of properties of mean functionals of random probability measures is an important
area of research in the theory of Bayesian nonparametric statistics. Many results are now …